Anic Equity¶

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Total return since start: 0.606 %¶

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Equity now: -----------------------------> 49048.79 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44879.91 Kr¶

PnL: ---------------------------------------> -68.09 Kr¶

DD now: ---------------------------------> -7.665 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 16:51:17.006477'

Anic Portfolio¶

Today¶

Return: -0.516 %¶

This Week¶

Return: -0.516 %¶

Total portfolio value¶

Return including deposits: 60.573 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.210000 1663.200000 195.660000 13.330000 1467.540000
Sedana Medical 93 2.440000 2576.100000 61.380000 2.440000 2514.720000
Hoist Finance 35 2.680000 1004.500000 26.250000 2.680000 978.250000
Platzer Fastigheter Holding B 12 2.000000 978.000000 19.200000 2.000000 958.800000
Orrön Energy 180 0.750000 2055.600000 18.000000 0.880000 2037.600000
JM 6 2.090000 880.200000 18.000000 2.090000 862.200000
Atrium Ljungberg B 5 1.450000 946.500000 13.500000 1.450000 933.000000
Sagax B 4 1.530000 865.000000 13.000000 1.530000 852.000000
HEXPOL B 9 0.090000 1029.600000 11.700000 1.150000 1017.900000
Catena 2 1.320000 800.000000 10.400000 1.320000 789.600000
BioGaia B 8 0.780000 935.200000 7.200000 0.780000 928.000000
Hexatronic Group 12 0.450000 968.880000 4.320000 0.450000 964.560000
Biotage 7 0.450000 943.600000 4.200000 0.450000 939.400000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Clas Ohlson B 12 0.310000 973.800000 3.000000 0.310000 970.800000
Gränges 9 0.190000 927.900000 1.800000 0.190000 926.100000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
ASSA ABLOY B 3 0.040000 777.300000 0.300000 0.040000 777.000000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
AcadeMedia 8 -0.500000 400.800000 -0.400000 -0.100000 401.200000
EQT 4 -0.100000 828.800000 -0.800000 -0.100000 829.600000
Byggmax Group 33 -0.350000 951.060000 -3.300000 -0.350000 954.360000
SKF B 5 -0.510000 933.250000 -4.750000 -0.510000 938.000000
Addnode Group B 11 -0.660000 912.450000 -6.050000 -0.660000 918.500000
Alimak Group 11 -0.830000 918.500000 -7.700000 -0.830000 926.200000
OX2 13 -1.170000 936.650000 -11.050000 -1.170000 947.700000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
VEF 909 -2.260000 1810.730000 -34.540000 -1.870000 1845.270000
Latour B 4 -4.440000 817.200000 -38.000000 -4.440000 855.200000
Vitec Software Group B 2 -3.600000 1045.000000 -39.000000 -3.600000 1084.000000
Indutrade 5 -4.200000 1163.500000 -51.000000 -4.200000 1214.500000
Bufab 3 -4.610000 1055.400000 -51.000000 -4.610000 1106.400000
INVISIO 16 -1.520000 3624.000000 -56.000000 -1.520000 3680.000000
Hexagon B 26 -1.690000 3393.000000 -58.500000 -1.690000 3451.500000
BHG Group 97 -6.930000 1355.090000 -99.910000 -6.870000 1455.000000
TOTAL 44879.910000 -68.090000 -7.66478% 44948.000000

Updated:¶

'2023-07-03 16:51:33.869340'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶